%0 Journal Article
%T A New Particle Filter Based on Numerical Integration Method<br>一种新的基于数值积分的粒子滤波算法
%A Liang Jun-li
%A Yang Shu-yuan
%A Qu Chao
%A Gao Li
%A <br>梁军利
%A 杨树元
%A 曲超
%A 高丽
%J 电子与信息学报
%D 2007
%I 
%X This paper introduces a new particle filter for nonlinear and non-Gaussian systems.The divided difference filter based on numerical integration is used for generating the importance density functions.As it integrates the new observations into system state transition density, which approximates to the state posterior density, the proposed particle filter has the better performance than the conventional one. Finally, the validity of this method is well verified by the computer simulations.
%K Numerical integration
%K Divided difference filter
%K Particle filtering
%K Bayesian filtering
%K Target tracking<br>数值积分
%K 差商滤波器
%K 粒子滤波
%K 贝叶斯滤波
%K 目标跟踪
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=1319827C0C74AAE8D654BEA21B7F54D3&jid=EFC0377B03BD8D0EF4BBB548AC5F739A&aid=7B389EB4928C3469&yid=A732AF04DDA03BB3&vid=771469D9D58C34FF&iid=B31275AF3241DB2D&sid=01471B003B2963CC&eid=40295B54D40AE4B3&journal_id=1009-5896&journal_name=电子与信息学报&referenced_num=0&reference_num=17